Wix.com Ltd (WIX)
171.89
+5.11
(+3.06%)
USD |
NASDAQ |
Nov 07, 16:00
172.80
+0.91
(+0.53%)
After-Hours: 17:35
Wix.com Max Drawdown (5Y): 84.56% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 84.56% |
September 30, 2024 | 84.56% |
August 31, 2024 | 84.56% |
July 31, 2024 | 84.56% |
June 30, 2024 | 84.56% |
May 31, 2024 | 84.56% |
April 30, 2024 | 84.56% |
March 31, 2024 | 84.56% |
February 29, 2024 | 84.56% |
January 31, 2024 | 84.56% |
December 31, 2023 | 84.56% |
November 30, 2023 | 84.56% |
October 31, 2023 | 84.56% |
September 30, 2023 | 84.56% |
August 31, 2023 | 84.56% |
July 31, 2023 | 84.56% |
June 30, 2023 | 84.56% |
May 31, 2023 | 84.56% |
April 30, 2023 | 84.56% |
March 31, 2023 | 84.56% |
February 28, 2023 | 84.56% |
January 31, 2023 | 84.56% |
December 31, 2022 | 84.56% |
November 30, 2022 | 84.56% |
October 31, 2022 | 84.56% |
Date | Value |
---|---|
September 30, 2022 | 84.56% |
August 31, 2022 | 84.56% |
July 31, 2022 | 84.56% |
June 30, 2022 | 84.56% |
May 31, 2022 | 83.47% |
April 30, 2022 | 79.18% |
March 31, 2022 | 79.18% |
February 28, 2022 | 76.87% |
January 31, 2022 | 66.83% |
December 31, 2021 | 60.71% |
November 30, 2021 | 56.72% |
October 31, 2021 | 49.84% |
September 30, 2021 | 47.50% |
August 31, 2021 | 47.50% |
July 31, 2021 | 47.50% |
June 30, 2021 | 47.50% |
May 31, 2021 | 47.50% |
April 30, 2021 | 47.50% |
March 31, 2021 | 47.50% |
February 28, 2021 | 47.50% |
January 31, 2021 | 47.50% |
December 31, 2020 | 47.50% |
November 30, 2020 | 49.39% |
October 31, 2020 | 49.39% |
September 30, 2020 | 49.39% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
47.50%
Minimum
Dec 2020
84.56%
Maximum
Jun 2022
68.70%
Average
81.33%
Median
Max Drawdown (5Y) Benchmarks
CyberArk Software Ltd | 50.48% |
Formula Systems (1985) Ltd | 54.38% |
Magic Software Enterprises Ltd | 63.91% |
SatixFy Communications Ltd | -- |
Silynxcom Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.90 |
Beta (5Y) | 1.474 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.96% |
Historical Sharpe Ratio (5Y) | 0.0687 |
Historical Sortino (5Y) | 0.1261 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.60% |